Details about Gergely Ganics

Access statistics for papers by Gergely Ganics.

Last updated 2025-08-08. Update your information in the RePEc Author Service.

Short-id: pga946

Working Papers

2024

1. Análisis de los riesgos sistémicos cíclicos en España y de su mitigación mediante requerimientos de capital bancario contracíclicos
   Occasional Papers, Banco de España
2. Constructing Fan Charts from the Ragged Edge of SPF Forecasts
   Working Papers, Federal Reserve Bank of Cleveland
   Also in Working Papers, Banco de España (2024)
   Working Papers, Federal Reserve Bank of Cleveland (2022)
   Discussion Papers, Deutsche Bundesbank (2024)

2023

3. What Is the Predictive Value of SPF Point and Density Forecasts?
   VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association
   Also in Working Papers, Federal Reserve Bank of Cleveland (2022)

2022

4. A house price-at-risk model to monitor the downside risk for the spanish housing market
   Working Papers, Banco de España

2020

5. From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts
   Working Papers, Barcelona School of Economics View citations (7)
   Also in Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2019) View citations (4)
   Working Papers, Banco de España (2019) View citations (7)
   See also Journal Article From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts, Journal of Money, Credit and Banking, Blackwell Publishing (2024) View citations (2) (2024)
6. From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Foreca
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)

2019

7. Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area
   Working papers, Banque de France View citations (5)
   Also in Working Papers, Banco de España (2019) View citations (1)
   See also Journal Article Bayesian VAR forecasts, survey information, and structural change in the euro area, International Journal of Forecasting, Elsevier (2021) View citations (13) (2021)
8. Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models
   Working Papers, Barcelona School of Economics View citations (1)
   Also in Working Papers, Banco de España (2018) View citations (4)
   Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra (2018) View citations (5)
   See also Journal Article Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2021) View citations (6) (2021)

2017

9. Optimal density forecast combinations
   Working Papers, Banco de España View citations (14)

Journal Articles

2024

1. From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts
   Journal of Money, Credit and Banking, 2024, 56, (7), 1675-1704 View citations (2)
   See also Working Paper From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts, Working Papers (2020) View citations (7) (2020)

2023

2. The EURIBOR surge and bank deposit costs: an investigation of interest rate pass-through and deposit portfolio rebalancing
   Financial Stability Review, 2023, (Spring)
   Also in Revista de Estabilidad Financiera, 2023, (Primavera) (2023)

2021

3. Bayesian VAR forecasts, survey information, and structural change in the euro area
   International Journal of Forecasting, 2021, 37, (2), 971-999 View citations (13)
   See also Working Paper Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area, Working papers (2019) View citations (5) (2019)
4. Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
   Journal of Business & Economic Statistics, 2021, 39, (1), 307-324 View citations (6)
   See also Working Paper Confidence Intervals for Bias and Size Distortion in IV and Local Projections–IV Models, Working Papers (2019) View citations (1) (2019)

2019

5. Banco de España macroeconomic projections: comparison with an econometric model
   Economic Bulletin, 2019, (SEP)
6. Las previsiones macroeconómicas del Banco de España a la luz de un modelo econométrico
   Boletín Económico, 2019, (SEP)